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• 0fa44471be MAINT: Change expected type of treasury curves from load to DataFrame. Eddie Hebert 2015-04-20 09:49:01 -04:00
• 82d2ddfa90 BUG: Fix limit orders Brian Fink 2015-04-14 12:36:26 -04:00
• ef598c7130 BUG: Handle a ValueError on from_csv calls Benjamin Berman 2015-04-07 16:00:48 -07:00
• 885db87dea MAINT: Use logger instead of printing in loader.py Scott Sanderson 2015-04-13 01:10:48 -04:00
• 8baf52fe01 ENH: Add max leverage account guard Brian Fink 2015-03-23 18:22:19 -04:00
• 2f895bddcd ENH: Track max leverage as risk Brian Fink 2015-03-17 16:32:19 -04:00
• 7af9b30a99 Merge pull request #560 from quantopian/calendar-clean James Kirk 2015-04-10 10:35:31 -04:00
• 9bc40563b7 MAINT: Remove unused returns vector from perf tracker. Eddie Hebert 2015-04-09 14:43:19 -04:00
• 61571601ac added test for initialization of max_date in TradingEnvironment and removed trading_day from max_date if statement. warren-oneill 2015-03-31 09:24:42 +02:00
• b62fadc76f adding NYSE trading_day and trading_days as default in load_market_data() warren-oneill 2015-03-25 09:21:53 +01:00
• aa872afdf4 adding updates from master warren-oneill 2015-03-23 12:19:10 +01:00
• 6432631981 uncommenting out test_calendar_vs_environment warren-oneill 2015-03-23 11:58:12 +01:00
• 358d2a3b59 remove hardcoding of get_early_closes and passing trading_day and trading_days from env to load() warren-oneill 2015-03-23 11:55:44 +01:00
• 49c168b3d0 adding trading_day and trading_days as variables to load_market_data warren-oneill 2015-03-23 11:52:34 +01:00
• d578d5825e BUG: Filter nans in DataFrame and Panel sources. Thomas Wiecki 2015-01-02 13:42:59 +01:00
• a257a43e99 DOC: Fix DataFrame and Panel sources doc strings. Thomas Wiecki 2015-01-02 13:42:27 +01:00
• 0821d3cad4 MAINT: Remove unused functions. Eddie Hebert 2015-04-06 16:43:35 -04:00
• 09c787829b MAINT: Upgrade nose to 1.3.6 Jonathan Kamens 2015-04-06 12:13:03 -04:00
• 80a704ff80 MAINT: Upgrade python-dateutil to 2.4.2 Jonathan Kamens 2015-04-02 20:16:36 -04:00
• b6b5275e67 MAINT: Downgrade Logbook to 0.6.0 John Ricklefs 2015-03-31 12:23:01 -04:00
• 246b8bdcdc BLD: Fix Travis nosetests ability to use plugins. Eddie Hebert 2015-03-31 12:34:43 -04:00
• d4cf40099f BLD: Reduce the number of Travis build permutations. Eddie Hebert 2015-03-31 12:48:40 -04:00
• 314b22656f MAINT: Remove left over simple transform code. Eddie Hebert 2015-03-30 11:55:40 -04:00
• 3b56a62660 MAINT: PyPI package updates, incl. pandas 0.16.0 Jonathan Kamens 2015-03-24 05:04:40 -04:00
• b3a2809bee BLD: ordered_pip.sh: don't count blank/comment lines as packages! Jonathan Kamens 2015-03-23 09:56:31 -04:00
• 9b6fc00c5a BLD: Make backports.ssl-match-hostname line ok for ordered_pip.sh Jonathan Kamens 2015-03-23 09:10:13 -04:00
• 208bdd3e45 DOC Fix command in readme. Thomas Wiecki 2015-03-20 15:44:32 +01:00
• 9cedbdd1c9 Merge pull request #539 from quantopian/pypi_update2 Jonathan Kamens 2015-03-19 17:25:18 -04:00
• fa755d54a7 STY: Flake8 Jonathan Kamens 2015-03-19 15:52:06 -04:00
• 3a62db8ca8 BLD: Don't hard-code a Cython version in setup.py Jonathan Kamens 2015-03-12 09:49:33 -04:00
• d109e81d3b MAINT: Update a bunch of PyPI package versions Jonathan Kamens 2015-03-17 15:51:00 -04:00
• 935579fc28 MAINT: Upgrade Pandas to 0.15.2 John Ricklefs 2015-02-23 14:04:12 -05:00
• e942275108 STY: Flake8 Jonathan Kamens 2015-03-04 21:04:01 -05:00
• 39f3b9463c Merge pull request #535 from quantopian/rename-security-to-asset James Kirk 2015-03-19 17:09:46 -04:00
• 84d4fa3c08 ENH: Adds Equity and Future classes as extensions of Asset class jfkirk 2015-03-17 16:08:53 -04:00
• 2fd2f02c2a MAINT: Refactors Security to Asset jfkirk 2015-03-16 13:34:42 -04:00
• d593bde668 BLD: Remove conda installing nose if we're just uninstalling and then reinstalling with pinned PIP version Dale Jung 2015-03-11 00:27:49 -04:00
• e69cf46e63 TST/BUG: Remove incorrect time period from hardcoded date. Eddie Hebert 2015-03-19 10:15:05 -04:00
• 7892a6943f RFT: Remove Position management from PerformancePeriod. This cuts down on the number of per-tick update that occur since they were duplicated per each PerformancePeriod. Also opens up the path to cythonizing the entire object Dale Jung 2015-03-07 19:06:35 -05:00
• 6cd2f4f1f2 TEST: Update Security class unit tests for Python3 compatibility Jonathan Kamens 2015-03-12 10:32:26 -04:00
• e19f02a2ec BUG: Handle all possible types of Security object __richcmp__ args Jonathan Kamens 2015-03-10 20:36:52 -04:00
• c46a3afa3c BUG: Don't download benchmarks / treasury curves unnecessary Jonathan Kamens 2015-03-05 16:45:36 -05:00
• aa585b1cf8 BUG: Fix Python 3 support for Cythonized Security object Jonathan Kamens 2015-03-05 14:25:04 -05:00
• 716bdbb7cd BUG: Fix >= comparison for Cythonized Security object Jonathan Kamens 2015-03-05 14:23:28 -05:00
• 16a88557f4 BLD Add cython as a conda build dependency. Thomas Wiecki 2015-03-06 14:53:25 +01:00
• c49b00e9a1 Merge pull request #510 from quantopian/move-serialization-methods-into-zipline Delaney Granizo-Mackenzie 2015-03-05 15:06:54 -05:00
• f6f69e9106 MAINT: Updated iteritems for python3 compatibility Delaney Granizo-Mackenzie 2015-03-05 14:05:24 -05:00
• b095f09472 MAINT: Added pandas version check to version testing Delaney Granizo-Mackenzie 2015-03-05 11:47:57 -05:00
• a2bc6dd1f5 BUG: Fixed bug with returning non-primitive dicts. Delaney Granizo-Mackenzie 2015-03-04 17:47:48 -05:00
• 51677ea700 ENH: Added Dale's verbose serialization error tracking. Delaney Granizo-Mackenzie 2015-03-04 17:18:29 -05:00
• fd0f07aab9 MAINT: Added new sample saved state. Delaney Granizo-Mackenzie 2015-03-04 16:15:50 -05:00
• f9afb132e3 BUG: Fixed bugs in the file paths to the sample saved state. Delaney Granizo-Mackenzie 2015-03-04 15:57:59 -05:00
• 0375b350b8 ENH: Adds Security cython class in new package 'zipline.assets' jfkirk 2015-03-02 15:57:25 -05:00
• 8b3fce94a3 MAINT: Refactored serialization parent class out. Delaney Granizo-Mackenzie 2015-03-03 14:45:18 -05:00
• 1f69126854 ENH: Added testing for versioning of serialized state. Delaney Granizo-Mackenzie 2015-03-03 14:03:17 -05:00
• 5c756a84c5 ENH: Added tests for pickling zipline objects. Delaney Granizo-Mackenzie 2015-03-03 13:02:15 -05:00
• 0fd1efff5f BUG: Updated some bugs in serialization. Delaney Granizo-Mackenzie 2015-03-03 12:56:35 -05:00
• b2ee0e179e MAINT: Added script to generate new sample saved state. Delaney Granizo-Mackenzie 2015-03-02 17:53:43 -05:00
• 0f0b97e5ac MAINT: Refactored testing code. Delaney Granizo-Mackenzie 2015-03-02 17:44:13 -05:00
• 56d87c5170 ENH: Added testing for serialization. Delaney Granizo-Mackenzie 2015-03-02 14:14:04 -05:00
• ca210f0778 MAINT: Refactored serialization code. Delaney Granizo-Mackenzie 2015-03-02 14:10:35 -05:00
• ccbc52d803 MAINT: Added license to test_serialization.py Delaney Granizo-Mackenzie 2015-02-27 11:12:00 -05:00
• c6596e2ee2 ENH: Added versioning logic to objects. Delaney Granizo-Mackenzie 2015-02-26 18:15:16 -05:00
• 64eed84bff MAINT: Added pickle protocol methods into zipline. Delaney Granizo-Mackenzie 2015-02-25 18:45:46 -05:00
• d192b1846f MAINT: Move knowledge date for existing DNT list theandycamps 2015-02-27 14:13:01 -05:00
• 82378f720d Merge performance improvements to simple transforms. Eddie Hebert 2015-03-03 15:23:05 -05:00
• 4d1437cf5c PRF: Normalize the history requested for SIDData rolling transforms. Dale Jung 2015-02-26 17:19:05 -05:00
• 4c5cb867db PRF: Sped up the SIDData transforms by using raw values. Also fixed a vwap zero division error. Dale Jung 2015-02-25 09:25:35 -05:00
• 29e5f7ee86 PRF: Added nanmean, nanstd, nansum that will default to bottleneck if available Dale Jung 2015-02-25 09:15:14 -05:00
• fd21b4697e STY: Remove unused import. Eddie Hebert 2015-03-02 11:32:46 -05:00
• a64a1ee619 TST: Use pandas relativedelta for calendar end to account for leap year. Eddie Hebert 2015-03-02 11:02:13 -05:00
• 98ee8efe3d BUG: Added sorting back to orders. This isn't a functional bug so much as it is a backwards compat. Without sorting the orders are filled by order date. With sorting the orders are moved to back of queue after partil fills. If all orders are fully filled, there is no deviation. Also there is no portfolio difference as this is about assigning fills to equivalent orders. Dale Jung 2015-02-27 08:19:41 -05:00
• 94d25a54c6 PERF: Merge blotter performance improvements. Eddie Hebert 2015-02-27 05:06:51 -05:00
• 29aab7755f TST: updated test to the fact that we aren't creating new lists to store orders Dale Jung 2015-02-25 00:05:34 -05:00
• 69815d1695 PRF: limit the subset of orders we check for bookkeeping Dale Jung 2015-02-24 23:32:28 -05:00
• 4c5f38d7b1 MAINT: There is no place where orders are put in out of place Dale Jung 2015-02-24 23:18:55 -05:00
• 7a5af8a098 ENH/PRF: Allow SlippageModels to alert that no more liquidity exists and to stop processing orders Dale Jung 2015-02-24 22:51:20 -05:00
• faf856a736 MAINT: Print benchmark return value to assertion message. Eddie Hebert 2015-02-26 13:31:04 -05:00
• e908fa9f5c BUG: Initial digest frame was set with object dtype. Older verison of numpy can error when expecting numeric dtypes and not np.array([1,2,3], dtype=object) Dale Jung 2015-02-26 08:27:37 -05:00
• a0bd57555d MAINT: Provide a function to create the position calc containers. Eddie Hebert 2015-02-25 13:41:50 -05:00
• 1054134bd9 BUG: Fix div by 0 error due to changed return type. Eddie Hebert 2015-02-20 16:22:06 -05:00
• 83b0e51b59 BUG: Fix missed cache invalidations on assignment. Eddie Hebert 2015-02-20 15:30:33 -05:00
• eda323dcd4 ENH: Performance period compatibility with internal serialization. Eddie Hebert 2015-02-20 15:06:05 -05:00
• 25c762138e PERF: Use cached list of price and volume value. Dale Jung 2015-02-20 09:03:50 -05:00
• 913fbb0568 PERF: Replaced use of a pandas.Series for dict-like duties to a cython based OrderedDict. Series/ndarray can only be sped up so much because they weren't designed for fast iterative mutations. Dale Jung 2015-02-17 18:29:55 -05:00
• c4168c2ba6 DOC Fix broken link to Getting started tutorials. Sebastian Nilsson 2015-02-21 10:30:29 +01:00
• 68c41eab1c Merge pull request #470 from quantopian/remove-overnight-minutes Delaney Granizo-Mackenzie 2015-02-19 12:29:28 -05:00
• b3bc7e166d BUG: Remove sid entry from open_orders when there are none. Dale Jung 2015-02-17 09:32:49 -05:00
• 2853830264 BUG: Changed benchmark returns to only contain market minutes. Delaney Granizo-Mackenzie 2015-01-22 15:44:36 -05:00
• 760bbced73 Revert "ENH Allow order_percent to work with various market values" Thomas Wiecki 2015-02-17 20:27:59 +01:00
• fdf4e9b737 PERF: Makes get_datetime not make a copy. Joe Jevnik 2015-02-13 12:17:35 -05:00
• 556c5a8207 BLD Fix setup.py and add link to homepage. Thomas Wiecki 2015-02-17 13:50:27 +01:00
• b0d570e9d8 Merge pull request #486 from dalejung/test_matrix Thomas Wiecki 2015-02-13 22:23:25 +01:00
• 3b70e67fdd BLD Update 0.8.0rc1 zipline md5sum. Thomas Wiecki 2015-02-13 17:57:04 +01:00
• 21c23c324d Bump version: 0.8.0 → 0.8.0rc1 Thomas Wiecki 2015-02-13 17:53:02 +01:00
• 6020220adb TST: added pandas 13.1, 14.1 to travis Dale Jung 2015-02-06 17:24:41 -05:00
• 009f45ee67 Moved to use Quantopian binstar, failing on ta-lib built on wrong numpy Dale Jung 2015-02-06 09:58:49 -05:00
• 3391331d6d Upped min numpy from 1.7.0 -> 1.7.1 Dale Jung 2015-02-06 09:27:17 -05:00
• e2dd8ee23a Wrote an explicit matrix for 2 tests Dale Jung 2015-02-05 13:18:39 -05:00
• f49210bb49 Update test matrix to test both pandas 0.12.0 and 0.15.2 Dale Jung 2015-02-05 12:40:24 -05:00